+248.2%
PAAS vs MLM
+15.1%
+233.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.9% |
| 7D | -2.9% | -2.9% | 0.0% | -1.7% |
| 30D | +6.8% | -6.8% | +13.6% | +9.9% |
| 3M | -2.9% | -11.2% | +8.3% | +1.6% |
| 6M | -16.4% | -21.8% | +5.4% | -8.4% |
| YTD | 0.0% | -17.0% | +17.0% | +7.4% |
| 1Y | +54.3% | -16.4% | +70.7% | +64.8% |
| All | +248.2% | +15.1% | +233.1% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling